General linear model

The general linear model (GLM) is a statistical, linear model. It may be written as

$\mathbf {Y} =\mathbf {X} \mathbf {B} +\mathbf {U} ,$

where Y are a series of multivariate measurements, X might be a design matrix, B are parameters that are usually to be estimated and U is a matrix containing residuals (i.e., errors or noise). The residual is usually assumed to follow a multivariate normal distribution.

The general linear model incorporates a number of different statistical models: ANOVA, ANCOVA, MANOVA, MANCOVA, ordinary linear regression, "t-test" and "F-test".

Hypothesis test with the general linear model can be made in two ways: multivariate and mass-univariate.